Results 81 to 90 of about 1,148,061 (201)

Robust sequential design for piecewise-stationary multi-armed bandit problem in the presence of outliers

Statistical Theory and Related Fields, 2021
The multi-armed bandit (MAB) problem studies the sequential decision making in the presence of uncertainty and partial feedback on rewards. Its name comes from imagining a gambler at a row of slot machines who needs to decide the best strategy on the ...
Yaping Wang, Zhicheng Peng, Riquan Zhang, Qian Xiao   +3 more
doaj   +1 more source

Comparison of alternative image representations in the context of SAR change detection

, 2010
This article compares four different alternative image representations in the context of a structure-based change detection. The framework is taken from the already published Curvelet-based change detection approach.
Roth, Achim, Andreas Schmitt, Schmitt, Andreas, Anna Wendleder, Achim Roth, Birgit Wessel, Wessel, Birgit, Wendleder, Anna   +7 more
core   +1 more source

Accelerating Singular Spectrum Transformation for Scalable Change Point Detection

IEEE Access
The Singular Spectrum Transformation (SST) is a powerful technique for Change Point Detection (CPD) and is widely applied in time series analysis to identify abrupt structural changes. Due to the involvement of the Singular Value Decomposition (SVD), the
Lucas Weber, Richard Lenz
doaj   +1 more source

On-line outlier and change point detection for time series

, 2013
The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc.
Liu F(刘芳), Zhu YL(朱云龙), Hu KY(胡琨元), Su WX(苏卫星)   +3 more
core  

Field evaluation of a multi-point fibre optic sensor array for methane detection (“OMEGA”) [PDF]

, 2000
A multi-point fibre optic sensor array for methane detection (“OMEGA”) has been developed and tested under semiquantitative field conditions. The new system employed wavelength modulation spectroscopy using a DFB laser source scanned across the Q6 ...
Russell Pride, Jane Hodgkinson, David G. Moodie, Tandy, Chris, Hodgkinson, Jane, Pride, Russ D., Moodie, Dave, Chris Tandy, George Stewart, Stewart, George   +9 more
core   +1 more source

The Methods of Change Point Detection and Statistical Estimating of Dynamic of the Noise Stochastic Signals Characteristics

, 2016
General vector model of the noise stochastic signals with piece-stationary and pieceperiodic stochastic processes is presented. Using statistical estimation of the time change points of the indicated components on the well-known detection methods gives
Shcherbak, L.M., Leschyshyn, Y.Z., Revutskyi, E.A., Nazarevych, O.B., Shymchuk, G.V.   +4 more
core  

A robust nonlinear scale space change detection approach for SAR images [PDF]

, 2013
In this paper, we propose a change detection approach based on nonlinear scale space analysis of change images for robust detection of various changes incurred by natural phenomena and/or human activities in Synthetic Aperture Radar (SAR) images using ...
Müjdat Çetin, Okman, O. Erman, Çetin, Müjdat, Can Demirkesen, Berk Sevilmis, Fatih Nar, Demirkesen, Can, Sevilmiş, Berk, Osman Erman Okman, Nar, Fatih   +9 more
core   +1 more source

Dimension-agnostic change point detection

Journal of Econometrics
Change point testing for high-dimensional data has attracted a lot of attention in statistics and machine learning owing to the emergence of high-dimensional data with structural breaks from many fields. In practice, when the dimension is less than the sample size but is not small, it is often unclear whether a method that is tailored to high ...
Hanjia Gao, Runmin Wang, Xiaofeng Shao
openaire   +2 more sources

Multiple Change-Point Detection: A Selective Overview

Statistical Science, 2016
Very long and noisy sequence data arise from biological sciences to social science including high throughput data in genomics and stock prices in econometrics. Often such data are collected in order to identify and understand shifts in trend, e.g., from a bull market to a bear market in finance or from a normal number of chromosome copies to an ...
Niu, Yue S., Hao, Ning, Zhang, Heping
openaire   +4 more sources

Online Meta-Recommendation of CUSUM Hyperparameters for Enhanced Drift Detection

Sensors
With the increasing demand for time-series analysis, driven by the proliferation of IoT devices and real-time data-driven systems, detecting change points in time series has become critical for accurate short-term prediction.
Jessica Fernandes Lopes, Sylvio Barbon Junior, Leonimer Flávio de Melo   +2 more
doaj   +1 more source